In JavaScript, \w and \d are ASCII, while \s is Unicode. Don't ask me why. JavaScript does support \p with Unicode categories, which you can use to emulate a Unicode-aware \w and \d.
For \d use \p{N} (numbers)
For \w use [\p{L}\p{N}\p{Pc}\p{M}] (letters, numbers, underscores, marks)
Update: Unfortunately, I was wrong about this. JavaScript does does not officially support \p either, though some implementations may still support this. The only Unicode support in JavaScript regexes is matching specific code points with \uFFFF. You can use those in ranges in character classes.